On robustness and efficiency of minimum divergence estimators
From MaRDI portal
Publication:1872833
DOI10.1007/BF02595695zbMath1014.62019MaRDI QIDQ1872833
Publication date: 18 May 2003
Published in: Test (Search for Journal in Brave)
Related Items
Minimum disparity estimation based on combined disparities: asymptotic results, Dual divergence estimators and tests: robustness results, General bootstrap for dual \(\phi\)-divergence estimates, Parametric estimation and tests through divergences and the duality technique, Minimum \(\phi\)-divergence estimation in misspecified multinomial models, An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses, Limit Theorems for φ-Divergences Based onk-Spacings
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Certainty equivalents and information measures: Duality and extremal principles
- Goodness-of-fit statistics for discrete multivariate data
- Minimum Hellinger distance estimates for parametric models
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Asymptotic divergence of estimates of discrete distributions